CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8173 |
0.8138 |
-0.0035 |
-0.4% |
0.7941 |
| High |
0.8181 |
0.8188 |
0.0007 |
0.1% |
0.8267 |
| Low |
0.8120 |
0.8132 |
0.0012 |
0.1% |
0.7900 |
| Close |
0.8131 |
0.8168 |
0.0037 |
0.5% |
0.8163 |
| Range |
0.0061 |
0.0056 |
-0.0005 |
-8.2% |
0.0367 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
60,704 |
46,676 |
-14,028 |
-23.1% |
445,655 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8331 |
0.8305 |
0.8199 |
|
| R3 |
0.8275 |
0.8249 |
0.8183 |
|
| R2 |
0.8219 |
0.8219 |
0.8178 |
|
| R1 |
0.8193 |
0.8193 |
0.8173 |
0.8206 |
| PP |
0.8163 |
0.8163 |
0.8163 |
0.8169 |
| S1 |
0.8137 |
0.8137 |
0.8163 |
0.8150 |
| S2 |
0.8107 |
0.8107 |
0.8158 |
|
| S3 |
0.8051 |
0.8081 |
0.8153 |
|
| S4 |
0.7995 |
0.8025 |
0.8137 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9054 |
0.8365 |
|
| R3 |
0.8844 |
0.8687 |
0.8264 |
|
| R2 |
0.8477 |
0.8477 |
0.8230 |
|
| R1 |
0.8320 |
0.8320 |
0.8197 |
0.8399 |
| PP |
0.8110 |
0.8110 |
0.8110 |
0.8149 |
| S1 |
0.7953 |
0.7953 |
0.8129 |
0.8032 |
| S2 |
0.7743 |
0.7743 |
0.8096 |
|
| S3 |
0.7376 |
0.7586 |
0.8062 |
|
| S4 |
0.7009 |
0.7219 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8267 |
0.8105 |
0.0162 |
2.0% |
0.0084 |
1.0% |
39% |
False |
False |
73,347 |
| 10 |
0.8267 |
0.7888 |
0.0379 |
4.6% |
0.0089 |
1.1% |
74% |
False |
False |
71,139 |
| 20 |
0.8267 |
0.7814 |
0.0453 |
5.5% |
0.0080 |
1.0% |
78% |
False |
False |
65,752 |
| 40 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0082 |
1.0% |
80% |
False |
False |
53,221 |
| 60 |
0.8267 |
0.7781 |
0.0486 |
6.0% |
0.0086 |
1.1% |
80% |
False |
False |
35,722 |
| 80 |
0.8613 |
0.7781 |
0.0832 |
10.2% |
0.0081 |
1.0% |
47% |
False |
False |
26,896 |
| 100 |
0.8863 |
0.7781 |
0.1082 |
13.2% |
0.0075 |
0.9% |
36% |
False |
False |
21,594 |
| 120 |
0.8928 |
0.7781 |
0.1147 |
14.0% |
0.0068 |
0.8% |
34% |
False |
False |
18,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8426 |
|
2.618 |
0.8335 |
|
1.618 |
0.8279 |
|
1.000 |
0.8244 |
|
0.618 |
0.8223 |
|
HIGH |
0.8188 |
|
0.618 |
0.8167 |
|
0.500 |
0.8160 |
|
0.382 |
0.8153 |
|
LOW |
0.8132 |
|
0.618 |
0.8097 |
|
1.000 |
0.8076 |
|
1.618 |
0.8041 |
|
2.618 |
0.7985 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8165 |
0.8166 |
| PP |
0.8163 |
0.8164 |
| S1 |
0.8160 |
0.8162 |
|